Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection (Q5145711)
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scientific article; zbMATH DE number 7299651
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English | Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection |
scientific article; zbMATH DE number 7299651 |
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Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection (English)
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21 January 2021
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dimension jumping
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missing data
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stochastic gradient Langevin dynamics
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subsampling
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